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Trade: SNX/USDT/480/FWMA/KCU/6516

Strategy
SNX/USDT/480/FWMA/KCU/6516
Pair
SNX_USDT
Interval
8h
Score
493962
Daily Profit
0.249304
Profit Factor
1.751849
Profitability
76.335878
Streak
10.724763
Best Strategy
Training Data Length
1920.670000
Evaluation Time
2025-10-11 20:23
Expiration Time
2025-12-08 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478829.8626 309450.2956 169379.567 644796.4071 -813652.7222 1458449.1293
Total P&L (%) 478.8299 309.4503 169.3796 644.7964 -813.6527 1458.4491
Avg Daily Profit (%) 0.2493 0.1611 0.0882 0.1046 0 0.1431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167205 -138394 -43435 -3439739 -2914345 -764147
Profit Factor 1.7518 1.6086 2.3187 1.0742 0.8896 2.1043
Total Trades 131 65 66 131 65 66
Winning Trades 100 45 55 100 45 55
Losing Trades 31 20 11 31 20 11
Profitability (%) 76.3359 69.2308 83.3333 76.3359 69.2308 83.3333
Ratio Avg Win / Avg Loss 0.5431 0.715 0.4637 0.333 0.3954 0.4209
Largest Winning Trade 57927 57927 14594 575215 575215 192376
Largest Losing Trade -73514 -73514 -39312 -1317160 -1317160 -699910
Avg Bars in Trades 41 75 7 41 75 7
Avg Bars in Winners 14 27 4 14 27 4
Avg Bars in Losers 125 183 19 125 183 19
Bars Traded 5372 4910 462 5372 4910 462
Profit Streak 10.7248 59.3914 10.7248 10.7248 59.3914 10.7248
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493962 -120236 -192627 -188391 -708570 -119424
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5762,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203419557,
    "expiration_time": 1765176768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            478829.8625902814,
            309450.2955765352,
            169379.5670137462,
            644796.4071475016,
            -813652.7221607533,
            1458449.1293082542
        ],
        [
            478.829863,
            309.450296,
            169.379567,
            644.796407,
            -813.652722,
            1458.449129
        ],
        [
            0.249304,
            0.161116,
            0.088188,
            0.104598,
            0,
            0.143088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167205,
            -138394,
            -43435,
            -3439739,
            -2914345,
            -764147
        ],
        [
            1.751849,
            1.608646,
            2.31869,
            1.074175,
            0.889633,
            2.104346
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            100,
            45,
            55,
            100,
            45,
            55
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            76.335878,
            69.230769,
            83.333333,
            76.335878,
            69.230769,
            83.333333
        ],
        [
            0.543073,
            0.714954,
            0.463738,
            0.332994,
            0.395393,
            0.420869
        ],
        [
            57927,
            57927,
            14594,
            575215,
            575215,
            192376
        ],
        [
            -73514,
            -73514,
            -39312,
            -1317160,
            -1317160,
            -699910
        ],
        [
            41,
            75,
            7,
            41,
            75,
            7
        ],
        [
            14,
            27,
            4,
            14,
            27,
            4
        ],
        [
            125,
            183,
            19,
            125,
            183,
            19
        ],
        [
            5372,
            4910,
            462,
            5372,
            4910,
            462
        ],
        [
            10.724763,
            59.39143,
            10.724763,
            10.724763,
            59.39143,
            10.724763
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493962,
            -120236,
            -192627,
            -188391,
            -708570,
            -119424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5762,
    "evaluation_days": 1920.67,
    "actual_first_datapoint_time": 1594281600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203419557,
    "expiration_time": 1765176768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)